Nigel Meade

According to our database, Nigel Meade authored at least 12 papers between 2000 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Quantitative portfolio selection: Using density forecasting to find consistent portfolios.

Nigel Meade, John E. Beasley, Christopher J. Adcock

Eur. J. Oper. Res., 2021

2017

Using parametric classification trees for model selection with applications to financial risk management.

Christopher J. Adcock, Nigel Meade

Eur. J. Oper. Res., 2017

2015

Factor neutral portfolios.

Cristiano Arbex Valle, Nigel Meade, John E. Beasley

OR Spectr., 2015

An optimisation approach to constructing an exchange-traded fund.

Cristiano Arbex Valle, Nigel Meade, John E. Beasley

Optim. Lett., 2015

2014

Market neutral portfolios.

Cristiano Arbex Valle, Nigel Meade, John E. Beasley

Optim. Lett., 2014

2012

Renewable energy investments under different support schemes: A real options approach.

Trine Krogh Boomsma, Nigel Meade, Stein-Erik Fleten

Eur. J. Oper. Res., 2012

2010

Using copulas to model repeat purchase behaviour - An exploratory analysis via a case study.

Nigel Meade, Towhidul Islam

Eur. J. Oper. Res., 2010

2007

The utility of cash flow forecasts in the management of corporate cash balances.

Fionnuala M. Gormley, Nigel Meade

Eur. J. Oper. Res., 2007

2003

An evolutionary heuristic for the index tracking problem.

John E. Beasley, Nigel Meade, T.-J. Chang

Eur. J. Oper. Res., 2003

2002

Forecasting call frequency at a financial services call centre.

A. Antipov, Nigel Meade

J. Oper. Res. Soc., 2002

2000

Modelling diffusion and replacement.

Towhidul Islam, Nigel Meade

Eur. J. Oper. Res., 2000

Heuristics for cardinality constrained portfolio optimisation.

T.-J. Chang, Nigel Meade, John E. Beasley, Yazid M. Sharaiha

Comput. Oper. Res., 2000